Jay is right that the google analytics program is only about statistics and not ads. It also doesn't affect anything about how the site runs. It simply logs the fact that you hit the site and some statistics about your computer. Then later I can run reports like how many people visited last month, where did they come from, what kinds of browsers are used, etc. I think most websites online use google analytics for this but there are competitors that can be used, too. Many sites use 4 or 5 different analytics programs simultaneously.
If it makes you uncomfortable, there are ways to opt out of google analytics (both here at ATP and everywhere on the web).